+30.9%
KRE vs CIEN
+500.1%
-469.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.0% |
| 7D | -1.1% | -4.6% | +3.5% | -0.5% |
| 30D | -3.4% | -12.8% | +9.4% | -1.7% |
| 3M | +3.7% | -23.1% | +26.8% | +6.8% |
| 6M | +14.8% | +6.1% | +8.7% | +8.3% |
| YTD | +14.7% | +44.5% | -29.9% | -0.3% |
| 1Y | +16.0% | +176.6% | -160.6% | -15.1% |
| 3Y | +84.3% | +601.0% | -516.7% | -2.5% |
| 5Y | +30.9% | +509.1% | -478.3% | -27.3% |
| All | +30.9% | +500.1% | -469.3% | -27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CIEN.
Daily Out/Under-Performance
Portfolio return minus CIEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CIEN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CIEN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling